+306.8%
ESI vs ES
+85.1%
+221.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.4% |
| 7D | +5.4% | +1.4% | +4.0% | +4.9% |
| 30D | -4.2% | -1.2% | -3.0% | -3.9% |
| 3M | -9.6% | +5.0% | -14.6% | -11.3% |
| 6M | +18.3% | -2.8% | +21.1% | +18.7% |
| YTD | +45.8% | +8.6% | +37.3% | +40.9% |
| 1Y | +39.2% | +18.9% | +20.2% | +29.7% |
| 3Y | +86.3% | +32.1% | +54.1% | +64.7% |
| 5Y | +76.2% | -5.1% | +81.3% | +73.1% |
| 10Y | +306.8% | +84.2% | +222.6% | +251.1% |
| All | +306.8% | +85.1% | +221.6% | +251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling